| 更新時間： | 2017年7月21日 PM 7:52:07 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/5/2017 | 11.600% | 25701.63 | 7.984% | 8.578% | +3.022% | 8.578% | +3.022% |
| 31/5/2017 | 11.920% | 25660.65 | 7.968% | 8.303% | +3.617% | 10.281% | +1.639% |
| 1/6/2017 | 11.620% | 25809.22 | 8.014% | 8.062% | +3.558% | 9.916% | +1.704% |
| 2/6/2017 | 11.920% | 25924.05 | 8.033% | 8.020% | +3.900% | 9.799% | +2.121% |
| 5/6/2017 | 11.900% | 25862.99 | 7.546% | 7.909% | +3.991% | 9.468% | +2.432% |
| 6/6/2017 | 11.980% | 25997.14 | 7.489% | 7.810% | +4.170% | 9.286% | +2.694% |
| 7/6/2017 | 12.120% | 25974.16 | 6.309% | 7.478% | +4.642% | 8.830% | +3.290% |
| 8/6/2017 | 11.950% | 26063.06 | 6.197% | 7.115% | +4.835% | 8.342% | +3.608% |
| 9/6/2017 | 11.360% | 26030.29 | 6.219% | 6.752% | +4.608% | 7.861% | +3.499% |
| 12/6/2017 | 12.450% | 25708.04 | 7.904% | 6.824% | +5.626% | 7.776% | +4.674% |
| 13/6/2017 | 12.160% | 25852.10 | 7.792% | 6.884% | +5.276% | 7.789% | +4.371% |
| 14/6/2017 | 12.200% | 25875.90 | 7.692% | 7.161% | +5.039% | 8.043% | +4.157% |
| 15/6/2017 | 12.790% | 25565.34 | 8.832% | 7.688% | +5.102% | 8.572% | +4.218% |
| 16/6/2017 | 12.230% | 25626.49 | 8.271% | 8.098% | +4.132% | 8.963% | +3.267% |
| 19/6/2017 | 12.880% | 25924.55 | 9.026% | 8.323% | +4.557% | 9.006% | +3.874% |
| 20/6/2017 | 12.670% | 25843.04 | 8.895% | 8.543% | +4.127% | 9.175% | +3.495% |
| 21/6/2017 | 12.630% | 25694.58 | 9.146% | 8.834% | +3.796% | 9.414% | +3.216% |
| 22/6/2017 | 12.570% | 25674.53 | 9.139% | 8.895% | +3.675% | 9.407% | +3.163% |
| 23/6/2017 | 12.520% | 25670.05 | 8.915% | 9.024% | +3.496% | 9.469% | +3.051% |
| 26/6/2017 | 12.550% | 25871.89 | 9.282% | 9.075% | +3.475% | 9.299% | +3.251% |
| 27/6/2017 | 12.290% | 25839.99 | 9.296% | 9.156% | +3.134% | 9.306% | +2.984% |
| 28/6/2017 | 12.910% | 25683.50 | 9.462% | 9.219% | +3.691% | 9.295% | +3.615% |
| 29/6/2017 | 12.870% | 25965.42 | 10.125% | 9.416% | +3.454% | 9.416% | +3.454% |
| 30/6/2017 | 14.010% | 25764.58 | 10.452% | 9.723% | +4.287% | 11.960% | +2.050% |
| 3/7/2017 | 13.600% | 25784.17 | 10.293% | 9.926% | +3.674% | 11.964% | +1.636% |
| 4/7/2017 | 14.000% | 25389.01 | 11.474% | 10.361% | +3.639% | 12.404% | +1.596% |
| 5/7/2017 | 13.580% | 25521.97 | 11.632% | 10.795% | +2.785% | 12.835% | +0.745% |
| 6/7/2017 | 13.660% | 25465.22 | 11.628% | 11.096% | +2.564% | 13.101% | +0.559% |
| 7/7/2017 | 14.340% | 25340.85 | 11.648% | 11.335% | +3.005% | 13.290% | +1.050% |
| 10/7/2017 | 14.050% | 25500.06 | 10.845% | 11.446% | +2.604% | 13.138% | +0.912% |
| 11/7/2017 | 13.610% | 25877.64 | 11.946% | 11.540% | +2.070% | 13.151% | +0.459% |
| 12/7/2017 | 13.970% | 26043.64 | 12.144% | 11.642% | +2.328% | 13.172% | +0.798% |
| 13/7/2017 | 13.500% | 26346.17 | 11.830% | 11.682% | +1.818% | 13.122% | +0.378% |
| 14/7/2017 | 12.980% | 26389.23 | 11.819% | 11.717% | +1.263% | 13.064% | -0.084% |
| 17/7/2017 | 13.300% | 26470.58 | 11.268% | 11.801% | +1.499% | 12.867% | +0.433% |
| 18/7/2017 | 12.880% | 26524.94 | 11.177% | 11.647% | +1.233% | 12.604% | +0.276% |
| 19/7/2017 | 12.640% | 26672.16 | 11.021% | 11.423% | +1.217% | 12.267% | +0.373% |
| 20/7/2017 | 12.360% | 26740.21 | 11.013% | 11.260% | +1.100% | 11.999% | +0.361% |
| 21/7/2017 | 12.200% | 26706.09 | 11.075% | 11.111% | +1.089% | 11.750% | +0.450% |